What she tells them is that as she was rolling into the Radleys' yard, she heard the sound of someone laughing. You can find the answer to that question at the very end of Chapter 4.

What has happened in this chapter is that the three of them have been playing with this tire. Scout went first, and Jem gave her a really hard push. She goes so hard that she ends up crashing into the Radleys' front porch.

After that, she doesn't want to play anymore. Jem thinks she's just being a sissy. But, even though she won't tell them, she's really kind of freaked out because she heard the laughing.